Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.552 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47412.3 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46017.45 Kr¶

PnL: ---------------------------------------> -871.12 Kr¶

DD now: ---------------------------------> -2.504 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 15:35:47.308203'

Anic Portfolio¶

Today¶

Return: -0.961 %¶

This Week¶

Return: -1.549 %¶

Total¶

Return: 55.216 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.730000 3151.200000 180.200000 6.070000 2971.000006
HEBA B 70 -2.880000 2716.000000 80.000000 3.030000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 -0.090000 425.000000 70.000000 19.720000 355.000000
Corem Property Group B 59 -3.770000 633.070000 56.070000 9.720000 576.999999
HMS Networks 2 -0.670000 710.800000 37.800000 5.620000 673.000000
FM Mattsson Mora Group B 50 1.720000 2950.000000 23.000000 0.790000 2927.000000
Coor Service Management Hold. 8 0.810000 548.800000 16.800000 3.160000 532.000000
Eastnine 4 -0.470000 507.200000 16.200000 3.300000 491.000000
Samhällsbyggnadsbo. i Norden D 12 1.970000 260.640000 14.640000 5.950000 246.000000
Midsona B 63 -1.250000 597.240000 14.240000 2.440000 582.999984
Resurs Holding 22 0.450000 586.300000 12.300000 2.140000 573.999998
OEM International B 7 -1.790000 539.000000 11.000000 2.080000 527.999997
Norva24 Group 16 -4.280000 551.360000 8.360000 1.540000 543.000000
Intrum 4 -0.710000 532.200000 5.200000 0.990000 527.000000
Karnov Group 9 1.860000 540.900000 4.900000 0.910000 536.000004
MedCap 2 -1.160000 425.000000 4.000000 0.950000 421.000000
AcadeMedia 12 0.820000 559.440000 2.440000 0.440000 557.000004
Essity B 2 -0.690000 576.000000 2.000000 0.350000 574.000000
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Creaspac SPAC 6 0.000000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 -1.970000 546.000000 0.000000 0.000000 546.000000
Swedbank A 3 -1.740000 560.250000 -3.750000 -0.660000 564.000000
Nordea Bank Abp 29 -1.250000 3447.520000 -6.480000 -0.190000 3453.999992
Securitas B 6 -0.830000 562.320000 -7.680000 -1.350000 570.000000
Boozt 12 0.880000 1645.200000 -8.800000 -0.530000 1653.999996
Fastighetsbolag. Emilshus Pref 21 -5.050000 552.300000 -9.700000 -1.730000 562.000005
CTEK 13 -0.510000 510.510000 -23.490000 -4.400000 533.999999
Vivesto 1368 -1.140000 547.200000 -65.800000 -10.730000 612.999432
International Petroleum Corp. 5 1.170000 518.500000 -76.070000 -12.790000 594.565215
Sampo Oyj SDB 7 -0.740000 3748.500000 -101.500000 -2.640000 3850.000000
SAAB B 8 -0.920000 3269.600000 -107.400000 -3.180000 3377.000000
OX2 18 -0.640000 1534.500000 -129.500000 -7.780000 1663.999992
Axfood 13 -0.150000 3573.700000 -182.300000 -4.850000 3756.000001
Fasadgruppen Group 35 -1.570000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 -2.060000 2964.000000 -398.000000 -11.840000 3361.999992
TOTAL 46017.450000 -871.120000 -2.50379% 46888.564618

Updated:¶

'2023-01-13 15:35:59.468963'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶